Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.72% | 102.10 % | 103.01 % | 300,000 | 300,000 | 99,299 | 99,299 | 101,428 USD | 102,214 USD | 97.05% | 97.05% |
19/11/2024 | 0.50% | 102.30 % | 102.80 % | 500,000 | 500,000 | 147,399 | 147,399 | 150,788 USD | 151,527 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 102.30 % | 102.80 % | 500,000 | 500,000 | 146,827 | 146,827 | 150,204 USD | 150,939 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 102.30 % | 102.80 % | 500,000 | 500,000 | 147,383 | 147,383 | 150,773 USD | 151,511 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 102.40 % | 102.90 % | 500,000 | 500,000 | 145,614 | 145,614 | 149,108 USD | 149,840 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 102.50 % | 103.00 % | 500,000 | 500,000 | 144,572 | 144,572 | 148,152 USD | 148,880 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 102.50 % | 103.00 % | 500,000 | 500,000 | 144,822 | 144,822 | 148,442 USD | 149,170 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 102.50 % | 103.00 % | 500,000 | 500,000 | 143,891 | 143,891 | 147,486 USD | 148,214 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.00 % | 103.50 % | 500,000 | 500,000 | 143,785 | 143,785 | 147,425 USD | 148,292 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,574 | 145,574 | 148,485 USD | 149,217 USD | 99.23% | 99.23% |